Markov Chains and Stochastic Stability
By: by Sean P. Meyn, Richard L. Tweedie
Contributors: Tweedie, R. L. (Richard L.)
Series: Communications and Control Engineering Series; Communications and control engineering series
Publisher: Springer London
Published: 1993
Place of publication: London
Language: eng
Format: [electronic resource] /
Number of pages: 550
ISBN-13: 9781447132691; 9781447132677
Subjects: Engineering; Engineering mathematics; Telecommunication
Description: Markov Chains and Stochastic Stability is part of the Communications and Control Engineering Series (CCES) edited by Professors B.W. Dickinson, E.D. Sontag, M. Thoma, A. Fettweis, J.L. Massey and J.W. Modestino. The area of Markov chain theory and application has matured over the past 20 years into something more accessible and complete. It is of increasing interest and importance. This publication deals with the action of Markov chains on general state spaces. It discusses the theories and the use to be gained, concentrating on the areas of engineering, operations research and control theory. Throughout, the theme of stochastic stability and the search for practical methods of verifying such stability, provide a new and powerful technique. This does not only affect applications but also the development of the theory itself. The impact of the theory on specific models is discussed in detail, in order to provide examples as well as to demonstrate the importance of these models. Markov Chains and Stochastic Stability can be used as a textbook on applied Markov chain theory, provided that one concentrates on the main aspects only. It is also of benefit to graduate students with a standard background in countable space stochastic models. Finally, the book can serve as a research resource and active tool for practitioners.
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Table of contents: title: Contents: Communication and Regeneration: Heuristics; title: Markov Models; title: Transition Probabilities; title: Irreducibility; title: Pseudo-atoms; title: Topology and Continuity; title: Nonlinear State Space Model; title: Stability Structures: Transience and Recurrence; title: Harris and Topological Recurrence; title: The Existence of +; title: Drift and Regularity; title: Invariance and Tightness. Convergence: Ergodicity; title: f-Ergodicity and f-Regularity; title: Geometric Ergodicity; title: V-Uniform Ergodicity; title: Sample Paths and Limit Theorems; title: Positivity; title: Generalised Classification Criteria. Appendices: Mud Maps; title: Testing for Stability; title: Glossary of Model Assumptions; title: Mathematical Background.